Western: Baldurs Gate, Mass Effect, Knights of the Old Republic, Fallout 1,2 and 3, the Witcher, Morrowind and several others.
JRPGS: Tales of Symphonia, Final Fantasy IX, Kingdom Hearts, Star Ocean 3, Jade Cocoon, Legend of Legaia and more.
They each have a different style to offer, I don't think one style is "better" then the other overall, but I find Western ones take more risks in terms of both game play and story. That's not to say JRPGS don't, it's just that I think the west do it a bit more
